-36.4%
ORN vs VT
+374.2%
-410.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.1% | +0.4% | -0.3% | -0.4% |
| 30D | -10.2% | +1.0% | -11.1% | -11.1% |
| 3M | -34.6% | +2.4% | -37.0% | -35.8% |
| 6M | -30.7% | +12.0% | -42.7% | -39.0% |
| YTD | -6.6% | +15.3% | -22.0% | -20.5% |
| 1Y | +21.5% | +22.6% | -1.1% | -3.5% |
| 3Y | +97.9% | +74.7% | +23.2% | +5.0% |
| 5Y | +67.8% | +66.1% | +1.7% | -7.5% |
| 10Y | +52.1% | +225.0% | -172.9% | -62.9% |
| All | -36.4% | +374.2% | -410.6% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling